+302.4%
HL vs ROIV
+298.2%
+4.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +0.4% | +22.3% | -21.9% | -3.2% |
| 30D | +18.8% | +16.9% | +2.0% | +15.4% |
| 3M | +43.7% | +43.9% | -0.2% | +34.8% |
| 6M | -1.0% | +41.6% | -42.6% | -7.0% |
| YTD | +8.7% | +92.7% | -84.0% | -2.9% |
| 1Y | +105.0% | +210.2% | -105.2% | +70.8% |
| 3Y | +427.3% | +231.8% | +195.5% | +328.2% |
| 5Y | +249.3% | +319.8% | -70.5% | +153.7% |
| All | +302.4% | +298.2% | +4.3% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling